Help & FAQ

Quant Signals is an automated stock trading and TSP optimization system. It uses quantitative analysis, machine learning, and rolling-window optimization to generate daily trading signals for S&P 500 stocks. The system includes 15 optimized portfolio variants spanning taxable accounts, taxable-in-IRA, and pure IRA strategies.

Go to and create a paper trading account. You can choose which variant group to track (taxable, taxable-in-IRA, IRA, or all 15). Each variant starts with $100,000 virtual capital and trades automatically based on daily signals.

The system runs 15 portfolio variants optimized via rolling-window validation studies. They're grouped into three categories:

• Taxable (N1-N6) — Optimized for after-tax returns in a standard brokerage account
• Taxable-in-IRA (N1i, N6i, N1ir) — Taxable strategies run in an IRA wrapper (no tax drag)
• IRA (I1-I6, I9) — Purpose-built for IRA accounts, optimized for CAGR, Sharpe, or Calmar ratio

The system classifies market conditions into five regimes: Bull Run, BULL, NEUTRAL, BEAR, and RECOVERY. This is based on SPY price action, VIX levels, and breadth indicators. The regime determines how aggressively the system trades — in bear markets, it reduces exposure and holds more cash.

This is likely because the risk gate is active. The system uses a 4-tier risk assessment. When Tier 3 or Tier 4 risk is triggered (high systemic or execution risk), all BUY orders are blocked as a protective measure. The system will resume buying when risk levels drop. High cash allocation in bear markets is by design — it protects capital.

Each variant has its own rebalance schedule, ranging from every 20 to every 110 trading days. The schedule was optimized per-variant during rolling-window optimization. You can see the next rebalance date on the Paper Trading dashboard. Rebalancing sells all positions and re-buys based on the latest signals.

• Tier 1 — Portfolio Risk: Beta, volatility, and concentration within your holdings
• Tier 2 — Market Risk: VIX level, market breadth, and momentum indicators
• Tier 3 — Systemic Risk: Treasury yields, credit spreads, and macro conditions
• Tier 4 — Execution Risk: Slippage estimates and transaction costs

When Tier 3 or 4 are triggered, the risk gate blocks all new BUY orders to protect capital.

The system uses 378 ML models trained at multiple probability thresholds to predict market crashes. It also incorporates advanced calibration techniques for improved classification accuracy — reducing false positives by 2.4x compared to simple threshold approaches. Predictions feed into the Tier 2 risk assessment.

The TSP (Thrift Savings Plan) module is separate from the stock trading system. It uses ML models to predict when to switch between the C Fund (stocks) and G Fund (bonds). When the model detects high crash probability, it sends an alert to switch to the G Fund for capital preservation. Daily TSP prices are scraped automatically.